PWD: Time Series Regression Using the Power Weighted Densities (PWD) Approach

Contains functions which allow the user to perform time series regression quickly using the Power Weighted Densities (PWD) approach. alphahat_LR_one_Rcpp() is the main workhorse function within this package.

Version: 1.0
Imports: Rcpp (≥ 0.11.5), stats, graphics
LinkingTo: Rcpp, RcppArmadillo
Published: 2016-02-29
Author: Daniel McCarthy [aut, cre, ctb]
Maintainer: Daniel McCarthy <danielmc at wharton.upenn.edu>
License: GPL-3
URL: http://www-stat.wharton.upenn.edu/~danielmc/
NeedsCompilation: yes
CRAN checks: PWD results

Documentation:

Reference manual: PWD.pdf

Downloads:

Package source: PWD_1.0.tar.gz
Windows binaries: r-devel: PWD_1.0.zip, r-release: PWD_1.0.zip, r-oldrel: PWD_1.0.zip
macOS binaries: r-release (arm64): PWD_1.0.tgz, r-oldrel (arm64): PWD_1.0.tgz, r-release (x86_64): PWD_1.0.tgz, r-oldrel (x86_64): PWD_1.0.tgz

Linking:

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